UC WAR. CALL 01/25 NCB/ DE000HD4WF15 /
| 2024-12-20 9:41:24 PM | Chg.-0.0070 | Bid9:59:56 PM | Ask9:59:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0290EUR | -19.44% | 0.0260 Bid Size: 125,000 |
0.0310 Ask Size: 125,000 |
BANK AMERICA DL... | 48.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD4WF1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANK AMERICA DL 0,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 48.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-04-22 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 136.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.21 |
| Parity: | -0.56 |
| Time value: | 0.03 |
| Break-even: | 48.31 |
| Moneyness: | 0.88 |
| Premium: | 0.14 |
| Premium p.a.: | 5.83 |
| Spread abs.: | 0.01 |
| Spread %: | 19.23% |
| Delta: | 0.14 |
| Theta: | -0.02 |
| Omega: | 19.02 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0240 |
|---|---|
| High: | 0.0290 |
| Low: | 0.0240 |
| Previous Close: | 0.0360 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -57.97% | ||
|---|---|---|---|
| 1 Month | -79.29% | ||
| 3 Months | -17.14% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0570 | 0.0290 |
|---|---|---|
| 1M High / 1M Low: | 0.1600 | 0.0290 |
| 6M High / 6M Low: | 0.1600 | 0.0190 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0408 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0992 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0634 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 223.73% | |
| Volatility 6M: | 396.73% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
